ESTIMATION OF PARAMETERS IN HIDDEN MARKOV-MODELS

被引：76

作者：

QIAN, W

TITTERINGTON, DM

机构：

来源：

PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY OF LONDON SERIES A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES | 1991年 / 337卷 / 1647期

关键词：

D O I：

10.1098/rsta.1991.0132

中图分类号：

O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

Parameter estimation from noisy versions of realizations of Markov models is extremely difficult in all but very simple examples. The paper identifies these difficulties, reviews ways of coping with them in practice, and discusses in detail a class of methods with a Monte Carlo flavour. Their performance on simple examples suggests that they should be valuable, practically feasible procedures in the context of a range of otherwise intractable problems. An illustration is provided based on satellite data.

引用

页码：407 / 428

页数：22

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